Hi,

it seems the example provided in the ugarchroll function here
http://cran.r-project.org/web/packages/rugarch/rugarch.pdf doesnt converge.

Also I am a little bit new to R, I am seeing Alexio also posted an example
in calculating the rolling garch here
http://www.unstarched.net/2012/12/26/rolling-garch-forecasts/

May I please know the difference of this example from using ugarchroll
function?

-- 
王硕
邮箱：shuo.x.wang@gmail.com
Whatever your journey, keep walking.

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